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Unit 15: Uniform Convergence of Functions




                                                                                                Notes
                                           ¥
                                           }
                         Figure 15.5: First 5  { f n n  = 1   on [0, 1]. f  is the same one as in
                                                      n
                      Figure 15.4 but having value of the peak equal to 1/n instead of n.

















                                              1
                                                  .
                                         x
                 Example: Let  =I  (0, ¥  and   f n ( )=  2  Then  f  converges to  ( ) =f x  0  pointwise and
                                  )
                                            ( + n )     n
                                             x
          uniformly.
          Proof: Fix  x  Î  . I We see that  f n ( )   0  as  n   ¥ . Hence  f  converges pointwise. For proof of
                                    x
                                                         n
                                                                    x
                                               e
                                                 +
          uniform convergence fix  e >  0,  choose  N  = [1/ ] 1.  Then  " ³n  N  and  " Î I  we have
                                                 1   1  1
                                            x
                                       x
                                     f  ( ) - f ( ) =  £ £  <  . e
                                     n
                                                x  + n n N
          Uniform Convergence and Continuity
          If all  f  are continuous and  f  n   f  pointwise, does f have to be continuous? The answer is no, it
               n
          suffices to look at Example. Hence, pointwise convergence does not preserve continuity but on
          the other hand uniform does.
          Theorem 2: Let  { f  } ¥   be a sequence of real-valued functions on  [ , ]a b . If all  f  are all continuous
                        n n =  1                                       n
          and  f n   f  uniformly on  [ , ]a b  then the limit function f is continuous.
                                                     b
                                                                     b
                                                                   a
          Proof: We need to prove f is continuous at every  Îx  a , .  That is fix  Îx  [ , ]  and show
                                           a
                                                          y
                                                               x
                              "e >  0$d >  0" Î [ , ] : y  - x  < d Þ f ( ) - f ( ) < e
                                       y
                                            b
          Let  e >  0.  Since  f  n   f  uniformly
                                                    z
                                                         z
                                              a
                                       n
                                $N  Î " ³ " Î [ , ] : f n ( )- f  ( ) < e /3.
                                               b
                                           z
          In particular,
                                                     z
                                                z
                                      z
                                     " Î [ , ] : f N ( )- f  ( ) < e /3.
                                          b
                                         a
          Since  f  is continuous at x,
                N
                                               
                                                       y
                                                            x
                                        b
                                      a
                                   y
                             $d >  0 " Î [ , ] : y - x  < d Þ f  ( )- f  ( ) < e /3
                                                     N     N
                         
          Therefore take  d = d  and we get
                                           y
                                                             x
                                                 y
                                                       x
                                                                  x
                              y
                            f ( ) ( ) = f  ( ) + f  ( )- f  ( )+ f  ( )- f  ( )- f  ( ) £
                                      y
                                 x
                               f
                                          N     N    N     N
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